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Estimating parameters in a state space model

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Emil
Emil on 21 Nov 2013
Closed: MATLAB Answer Bot on 20 Aug 2021
Dear Matlab users,
Given the code below, I want to estimate "A" from the observations "y" using the system identification toolbox. Can somebody help me? I have tried ssest(y,1), but with very poor results.
A = 0.4;
N = 1000;
x = zeros(N,1);
y = zeros(N,1);
v = randn(N,1)*1e-1;
e = randn(N,1)*1e-1;
for i = 1:N
x(i+1) = A*x(i) + v(i);
y(i) = x(i) + e(i);
end

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